+416.2%
GS vs CLSK
-82.3%
+498.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.5% | -8.8% | -0.6% |
| 7D | -3.2% | -19.7% | +16.5% | -2.8% |
| 30D | -2.4% | -46.5% | +44.1% | -1.2% |
| 3M | -15.7% | -51.7% | +35.9% | -14.5% |
| 6M | -6.8% | -57.5% | +50.7% | -5.3% |
| YTD | -0.1% | -39.1% | +39.1% | +0.5% |
| 1Y | +12.1% | -60.0% | +72.1% | +13.6% |
| 3Y | +185.8% | +42.9% | +142.9% | +180.3% |
| 5Y | +140.1% | -69.9% | +210.0% | +136.3% |
| All | +416.2% | -82.3% | +498.6% | +403.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CLSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling